Uses of Interface com.opengamma.strata.pricer.bond.BondYieldVolatilities (OpenGamma Strata)

Packages that use BondYieldVolatilities
Package Description

com.opengamma.strata.pricer.bond
Calculators for bonds.

Uses of BondYieldVolatilities in com.opengamma.strata.pricer.bond

Classes in com.opengamma.strata.pricer.bond that implement BondYieldVolatilities
Modifier and Type	Class	Description
`class`	`NormalBondYieldExpiryDurationVolatilities`	Volatility for swaptions in the normal or Bachelier model based on a surface.

Methods in com.opengamma.strata.pricer.bond that return BondYieldVolatilities
Modifier and Type	Method	Description
`BondYieldVolatilities`	BondYieldVolatilities.`withParameter(int parameterIndex, double newValue)`
`BondYieldVolatilities`	BondYieldVolatilities.`withPerturbation(ParameterPerturbation perturbation)`

Methods in com.opengamma.strata.pricer.bond that return types with arguments of type BondYieldVolatilities
Modifier and Type	Method	Description
`Class<BondYieldVolatilities>`	BondVolatilitiesName.`getMarketDataType()`

Methods in com.opengamma.strata.pricer.bond with parameters of type BondYieldVolatilities
Modifier and Type	Method	Description
`CurrencyAmount`	BlackFixedCouponBondOptionPricer.`presentValue(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)`	Calculates the present value of the bond option.
`BondYieldSensitivity`	BlackFixedCouponBondOptionPricer.`presentValueSensitivityModelParamsVolatility(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)`	Returns the present value sensitivity to the underlying yield volatilities.
`PointSensitivities`	BlackFixedCouponBondOptionPricer.`presentValueSensitivityRatesStickyStrike(ResolvedFixedCouponBondOption bondOption, LegalEntityDiscountingProvider legalEntityProvider, BondYieldVolatilities volatilities)`	Returns the present value sensitivity to the underlying curves.